+73.4%
IWD vs TRGP
+451.9%
-378.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.7% |
| 7D | +1.6% | -5.8% | +7.3% | +2.9% |
| 30D | +3.6% | -1.5% | +5.1% | +3.6% |
| 3M | +2.0% | +6.1% | -4.1% | 0.0% |
| 6M | +13.1% | +14.4% | -1.3% | +8.0% |
| YTD | +26.2% | +55.3% | -29.2% | +10.0% |
| 1Y | +29.6% | +69.1% | -39.5% | +10.1% |
| 3Y | +84.3% | +254.3% | -170.0% | +21.2% |
| 5Y | +73.4% | +471.4% | -398.0% | -4.5% |
| All | +73.4% | +451.9% | -378.4% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TRGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling